CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0206 |
1.0285 |
0.0079 |
0.8% |
1.0195 |
High |
1.0206 |
1.0285 |
0.0079 |
0.8% |
1.0398 |
Low |
1.0206 |
1.0285 |
0.0079 |
0.8% |
1.0188 |
Close |
1.0206 |
1.0285 |
0.0079 |
0.8% |
1.0398 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0070 |
0.0001 |
1.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
41 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0285 |
1.0285 |
1.0285 |
|
R3 |
1.0285 |
1.0285 |
1.0285 |
|
R2 |
1.0285 |
1.0285 |
1.0285 |
|
R1 |
1.0285 |
1.0285 |
1.0285 |
1.0285 |
PP |
1.0285 |
1.0285 |
1.0285 |
1.0285 |
S1 |
1.0285 |
1.0285 |
1.0285 |
1.0285 |
S2 |
1.0285 |
1.0285 |
1.0285 |
|
S3 |
1.0285 |
1.0285 |
1.0285 |
|
S4 |
1.0285 |
1.0285 |
1.0285 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0958 |
1.0888 |
1.0514 |
|
R3 |
1.0748 |
1.0678 |
1.0456 |
|
R2 |
1.0538 |
1.0538 |
1.0437 |
|
R1 |
1.0468 |
1.0468 |
1.0417 |
1.0503 |
PP |
1.0328 |
1.0328 |
1.0328 |
1.0346 |
S1 |
1.0258 |
1.0258 |
1.0379 |
1.0293 |
S2 |
1.0118 |
1.0118 |
1.0360 |
|
S3 |
0.9908 |
1.0048 |
1.0340 |
|
S4 |
0.9698 |
0.9838 |
1.0283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0398 |
1.0198 |
0.0200 |
1.9% |
0.0006 |
0.1% |
44% |
False |
False |
5 |
10 |
1.0398 |
1.0129 |
0.0269 |
2.6% |
0.0010 |
0.1% |
58% |
False |
False |
5 |
20 |
1.0398 |
0.9990 |
0.0408 |
4.0% |
0.0012 |
0.1% |
72% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0021 |
0.2% |
77% |
False |
False |
7 |
60 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0034 |
0.3% |
62% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0285 |
2.618 |
1.0285 |
1.618 |
1.0285 |
1.000 |
1.0285 |
0.618 |
1.0285 |
HIGH |
1.0285 |
0.618 |
1.0285 |
0.500 |
1.0285 |
0.382 |
1.0285 |
LOW |
1.0285 |
0.618 |
1.0285 |
1.000 |
1.0285 |
1.618 |
1.0285 |
2.618 |
1.0285 |
4.250 |
1.0285 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0285 |
1.0271 |
PP |
1.0285 |
1.0256 |
S1 |
1.0285 |
1.0242 |
|